-9.7%
RKT vs WY
-22.3%
+12.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | +0.8% |
| 7D | -7.2% | -3.7% | -3.6% | -3.9% |
| 30D | -7.9% | -11.3% | +3.4% | +3.4% |
| 3M | +5.2% | -8.1% | +13.3% | +13.2% |
| 6M | -14.9% | -7.4% | -7.5% | -8.7% |
| YTD | -31.9% | -4.7% | -27.2% | -29.1% |
| 1Y | -36.9% | -9.2% | -27.7% | -31.6% |
| 3Y | +35.7% | -24.7% | +60.4% | +80.2% |
| 5Y | -9.7% | -21.6% | +11.9% | +27.1% |
| All | -9.7% | -22.3% | +12.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling